Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through June 30, 2023Volatility (ann.)
19.97%
Sharpe
0.45
Sortino
0.70
Max drawdown
-31.50%
Best month
12.85%
Worst month
-12.36%
Beta vs VTSAX
1.03
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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